+158.8%
B vs ULTA
+44.0%
+114.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.2% |
| 7D | +1.0% | -1.8% | +2.8% | +1.2% |
| 30D | +9.5% | -1.2% | +10.7% | +9.6% |
| 3M | +14.3% | +13.4% | +1.0% | +13.0% |
| 6M | -1.9% | -15.6% | +13.8% | -0.6% |
| YTD | +4.1% | -10.4% | +14.5% | +4.9% |
| 1Y | +56.1% | +5.5% | +50.7% | +55.4% |
| 3Y | +202.0% | +31.0% | +171.0% | +192.5% |
| 5Y | +158.8% | +41.8% | +117.0% | +154.4% |
| All | +158.8% | +44.0% | +114.8% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling